CME Group reports 19.1 million contracts for 2020

Steffy Bogdanova
January 6, 2021 2:43 pm

The derivatives marketplace CME Group released its financial results for the full year, the fourth quarter and the month of December.

The company reported reaching average daily volume (ADV) of 19.1 million contracts during the year, 16.2 million contracts during the fourth quarter and 14.2 million contracts during the month of December.

CME Group’s Full-year 2020 highlights across asset classes include:

  • Record Equity Index futures and options ADV of 5.6 million contracts, up 63% over 2019
    • Record E-mini S&P 500 futures and options ADV of 7Mcontracts
    • Record E-mini Micro futures and options ADV of 8Mcontracts
    • Record E-mini Nasdaq 100 futures and options ADV of 585,000 contracts
  • Record Metals futures and options ADV of 699,000 contracts
  • Record Natural Gas futures and options ADV of 639,000 contracts
  • Interest Rate futures and options records including:
    • Record Ultra 10-Year U.S. Treasury Note ADV of 255,320 contracts
    • Record Ultra U.S. Treasury Bond ADV of 207,200 contracts
    • Record SOFR ADV of 51,000 contracts
  • Record Soybean Oil futures and options ADV of 141,000 contracts
CME Group

The ADV for Q4 at 16.2 million contracts were up 3.8% up compared to Q3 when it was 15.6 million contracts.

The highlights from the fourth quarter include:

  • Record Micro E-mini Equity Index futures and options ADV of 2 million contracts, representing a 332% increase in ADV over Q4 2019
    • Record Micro E-mini Nasdaq 100 futures ADV of 871,000 contracts
  • Record regional Agricultural products ADV:
    • EMEA Agricultural ADV of 289,000 contracts per day
    • APAC Agricultural ADV of 112,000 contracts per day
  • Record SOFR futures ADV of 69,000 contracts per day
  • Record Soybean Oil options ADV of 18,000 contracts per day

The company’s ADV of 14.2 million contracts for December, registered a 26.4 MoM fall, compared to November when it was 19.3 million.

Other December ADV across asset classes includes:

  • Interest Rate ADV of 5.0 million contracts
  • Equity Index ADV of 4.7 million contracts
  • OptionsADV of 2 million contracts
  • Energy ADV of 1.8 million contracts
  • Agricultural ADV of 1.3 million contracts
  • Foreign Exchange ADV of 987,000 contracts
  • Metals ADV of 483,000 contracts.
LeapRate Analyst

Experienced writer and journalist, working in the global online trading sector, Steffy is the Editor of LeapRate. She has previous experience as a copywriter and has been with the company since January 2020. Steffy has a British and American Studies degree from St. Kliment Ochridski University in Sofia.
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